+30.8%
WAT vs AVAV
+18.1%
+12.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.5% | -9.5% | -0.2% |
| 7D | -1.1% | -10.6% | +9.5% | 0.0% |
| 30D | +5.0% | -18.8% | +23.8% | +7.3% |
| 3M | +14.5% | -34.1% | +48.6% | +19.6% |
| 6M | +30.9% | -35.3% | +66.3% | +35.8% |
| YTD | +20.5% | -53.4% | +73.9% | +27.5% |
| 1Y | +23.3% | -65.6% | +88.9% | +35.1% |
| 3Y | +81.5% | -5.1% | +86.5% | +68.4% |
| All | +30.8% | +18.1% | +12.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling